does any band use theremin as melody instrument?

Radiohead, and specifically Jonny Greenwood, makes frequent use of the ondes Martenot, which is related to the theremin and sounds quite similar. When he first began using it (on Kid A), it was widely supposed by listeners and critics to be a theremin, and people still confuse the two. 

From Wikipedia: `An example of Greenwood's versatility is his use of the Ondes Martenot, which is featured on songs such as "The National Anthem" and "How to Disappear Completely" from the album Kid A, and "Pyramid Song" from the album Amnesiac. The song "Where I End and You Begin" from Hail to the Thief, which also features the instrument, was dedicated to the memory of Jeanne Loriod, a pioneer of the Ondes.'

 

There is a group around here in Oregon called ... something or other orchestra ... that uses a thearamin a lot ... but the music? ... sometimes I'm not sure that is called music, but ok ... it is different, though not quite melodic for my ear at all ... it comes off a bit avant-garde by association, and strange, but I think that it is also very academic minded and not really that interesting for me.

 

Laurie Anderson used a theramin a few times I think ... have to look, and that wold be much closer to prog, despite the aversion that folks have to Burroughs all over some of her stuff ... sometimes I think that "progressive" means ... not literary ... it has to be street jargon!